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High idiosyncratic volatility and low returns : international and further US evidence

Ang, Andrew; Hodrick, Robert J.; Xing, Yuhang; Zhang, … - 2008

Persistent link: https://www.econbiz.de/10003630137

Ang, Andrew; Gu, Li; Hochberg, Yael V. - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 3, pp. 565-594

Persistent link: https://www.econbiz.de/10003527784

Stock return predictability : is it there?

Ang, Andrew; Bekaert, Geert - In: The review of financial studies 20 (2007) 3, pp. 651-707

Persistent link: https://www.econbiz.de/10003554618

No-arbitrage Taylor rules

Ang, Andrew; Dong, Sen; Piazzesi, Monika - 2007

Persistent link: https://www.econbiz.de/10003560949

Downside risk

Ang, Andrew; Chen, Joseph; Xing, Yuhang - In: The review of financial studies 19 (2006) 4, pp. 1191-1239

Persistent link: https://www.econbiz.de/10003391755

CAPM over the long run : 1926 - 2001

Ang, Andrew; Chen, Joseph - 2006

Persistent link: https://www.econbiz.de/10003275393

Downside risk

Ang, Andrew; Chen, Joseph; Xing, Yuhang - 2005

Persistent link: https://www.econbiz.de/10003236399

The cross-section of volatility and expected returns

Ang, Andrew; Hodrick, Robert J.; Xing, Yuhang; Zhang, … - In: The journal of finance : the journal of the American … 61 (2006) 1, pp. 259-299

Persistent link: https://www.econbiz.de/10003302327

What does the Yield curve tell us about GDP growth?

Ang, Andrew; Piazzesi, Monika; Wei, Min - 2004

Persistent link: https://www.econbiz.de/10002172773

Do funds-of-funds deserve their fees-on-fees?

Ang, Andrew; Rhodes-Kropf, Matthew; Zhao, Rui - 2008

"Since the after-fee returns of funds-of-funds are, on average, lower than hedge fund returns, it is easy to conclude that funds-of-funds do not add value compared to hedge funds. However, funds-of-funds should not be evaluated relative to hedge fund returns in publicly reported databases....

Persistent link: https://www.econbiz.de/10003693434

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